A correlation matrix presents correlation coefficients among a group of variables.
CORRELATION MATRIX
A correlation matrix presents correlation
coefficients among a group of variables. An investigator portrays all possible
bivariate combinations of a set of variables in order to ascertain patterns of
interesting associations for further study. Table 12.4 illustrates a matrix of
correlations among seven risk factor variables for coronary heart disease among
a sample of older men. Note that the upper and lower diagonals of the grid are
bisected by diagonal cells in which all of the values are 1.000, meaning that
these cells show the variables correlated with themselves. The upper and lower
parts of the diagonal are equivalent. The significance of the correlations are
indicated with one asterisk or two asterisks for a correlation that is
significant at the p < 0.05 or p < 0.01 levels, respectively. A
correlation matrix can aid in data reduction (identifying the most important
variables in a data set) or de-scriptive analyses (describing interesting
patterns that may be present in the data set).
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